Explicit Hybrid Numerical Method for the Allen-Cahn Type Equations on Curved Surfaces

We present a simple and fast explicit hybrid numerical scheme for the motion by mean curvature on curved surfaces in three-dimensional (3D) space. We numerically solve the Allen-Cahn (AC) and conservative Allen-Cahn (CAC) equations on a triangular surface mesh. We use the operator splitting method and an explicit hybrid numerical method. For the AC equation, we solve the diffusion term using a discrete Laplace-Beltrami operator on the triangular surface mesh and solve the reaction term using the closed-form solution, which is obtained using the separation of variables. Next, for the CAC equation, we additionally solve the time-space dependent Lagrange multiplier using an explicit scheme. Our numerical scheme is computationally fast and efficient because we use an explicit hybrid numerical scheme. We perform various numerical experiments to demonstrate the robustness and efficiency of the proposed scheme.     

High accuracy error estimates of a Galerkin finite element method for nonlinear time fractional diffusion equation

In this work, an effective and fast finite element numerical method with high-order accuracy is discussed for solving a nonlinear time fractional diffusion equation. A two-level linearized finite element scheme is constructed and a temporal–spatial error splitting argument is established to split the error into two parts, that is, the temporal error and the spatial error. Based on the regularity of the time discrete system, the temporal error estimate is derived. Using the property of the Ritz projection operator, the spatial error is deduced. Unconditional superclose result in H¹-norm is obtained, with no additional regularity assumption about the exact solution of the problem considered. Then the global superconvergence error estimate is obtained through the interpolated postprocessing technique. In order to reduce storage and computation time, a fast finite element method evaluation scheme for solving the nonlinear time fractional diffusion equation is developed. To confirm the theoretical error analysis, some numerical results are provided.     

A non-overlapping DDM combined with the characteristic method for optimal control problems governed by convection–diffusion equations

In this paper, we consider a non-overlapping domain decomposition method combined with the characteristic method for solving optimal control problems governed by linear convection–diffusion equations. The whole domain is divided into non-overlapping subdomains, and the global optimal control problem is decomposed into the local problems in these subdomains. The integral mean method is utilized for the diffusion term to present an explicit flux calculation on the inter-domain boundary in order to communicate the local problems on the interfaces between subdomains. The convection term is discretized along the characteristic direction. We establish the fully parallel and discrete schemes for solving these local problems. A priori error estimates in \(L^2\)-norm are derived for the state, co-state and control variables. Finally, we present numerical experiments to show the validity of the schemes and verify the derived theoretical results.     

An exact local error representation of exponential operator splitting methods for evolutionary problems and applications to linear Schrödinger equations in the semi-classical regime

In this paper, we are concerned with the derivation of a local error representation for exponential operator splitting methods when applied to evolutionary problems that involve critical parameters. Employing an abstract formulation of differential equations on function spaces, our framework includes Schrödinger equations in the semi-classical regime as well as parabolic initial-boundary value problems with high spatial gradients. We illustrate the general mechanism on the basis of the first-order Lie splitting and the second-order Strang splitting method. Further, we specify the local error representation for a fourth-order splitting scheme by Yoshida. From the given error estimate it is concluded that higher-order exponential operator splitting methods are favourable for the time-integration of linear Schrödinger equations in the semi-classical regime with critical parameter 0<ε?1, provided that the time stepsize h is sufficiently smaller than \(\sqrt[p]{\varepsilon}\), where p denotes the order of the splitting method.     

Tensor product type subspace splittings and multilevel iterative methods for anisotropic problems

We describe tensor product type techniques to derive robust solvers for anisotropic elliptic model problems on rectangular domains in ^d . Our analysis is based on the theory of additive subspace correction methods and applies to finite element and prewavelet schemes. We present multilevel- and prewavelet-based methods that are robust for anisotropic diffusion operators with additional Helmholtz term. Furthermore, the resulting convergence rates are independent of the discretization level. Beside their theoretical foundation, we also report on the results of various numerical experiments to compare the different methods.     

An improved convergence analysis of a one-step intermediate Newton iterative scheme for nonlinear equations

We revisit a one-step intermediate Newton method for the iterative computation of a zero of the sum of two nonlinear operators that was analyzed by Uko and Velásquez (Rev. Colomb. Mat. 35:21?C27, 2001). By utilizing weaker hypotheses of the Zabrejko-Nguen kind and a modified majorizing sequence we perform a semilocal convergence analysis which yields finer error bounds and more precise information on the location of the solution that the ones obtained in Rev. Colomb. Mat. 35:21?C27, 2001. This error analysis is obtained at the same computational cost as the analogous results of Uko and Velásquez (Rev. Colomb. Mat. 35:21?C27, 2001). We also give two generalizations of the well-known Kantorovich theorem on the solvability of nonlinear equations and the convergence of Newton??s method. Finally, we provide a numerical example to illustrate the predicted-by-theory performance of the Newton iterates involved in this paper.     

Normal deviations from the averaged motion for some reaction–diffusion equations with fast oscillating perturbation

We study the normalized difference between the solution u of a reaction–diffusion equation in a bounded interval [0,L], perturbed by a fast oscillating term arising as the solution of a stochastic reaction–diffusion equation with a strong mixing behavior, and the solution of the corresponding averaged equation. We assume the smoothness of the reaction coefficient and we prove that a central limit type theorem holds. Namely, we show that the normalized difference converges weakly in C([0,T];L²(0,L)) to the solution of the linearized equation, where an extra Gaussian term appears. Such a term is explicitly given.     

A Probabilistic Approach for Nonlinear Equations Involving the Fractional Laplacian and a Singular Operator

We consider a class of nonlinear integro-differential equations involving a fractional power of the Laplacian and a nonlocal quadratic nonlinearity represented by a singular integral operator. Initially, we introduce cut-off versions of this equation, replacing the singular operator by its Lipschitz continuous regularizations. In both cases we show the local existence and global uniqueness in L¹L^p. Then we associate with each regularized equation a stable-process-driven nonlinear diffusion; the law of this nonlinear diffusion has a density which is a global solution in L¹ of the cut-off equation. In the next step we remove the cut-off and show that the above densities converge in a certain space to a solution of the singular equation. In the general case, the result is local, but under a more stringent balance condition relating the dimension, the power of the fractional Laplacian and the degree of the singularity, it is global and gives global existence for the original singular equation. Finally, we associate with the singular equation a nonlinear singular diffusion and prove propagation of chaos to the law of this diffusion for the related cut-off interacting particle systems. Depending on the nature of the singularity in the drift term, we obtain either a strong pathwise result or a weak convergence result. Mathematics Subject Classifications (2000) 60K35, 35S10.     

Analysis of a one-dimensional free boundary flow problem

A one-dimensional free surface problem is considered. It consists in Burgers’ equation with an additional diffusion term on a moving interval. The well-posedness of the problem is investigated and existence and uniqueness results are obtained locally in time. A semi-discretization in space with a piecewise linear finite element method is considered. A priori and a posteriori error estimates are given for the semi-discretization in space. A time splitting scheme allows to obtain numerical results in agreement with the theoretical investigations.Supported by the Swiss National Science Foundation     

Simulation of human ischemic stroke in realistic 3D geometry

In silico research in medicine is thought to reduce the need for expensive clinical trials under the condition of reliable mathematical models and accurate and efficient numerical methods. In the present work, we tackle the numerical simulation of reaction–diffusion equations modeling human ischemic stroke. This problem induces peculiar difficulties like potentially large stiffness which stems from the broad spectrum of temporal scales in the nonlinear chemical source term as well as from the presence of steep spatial gradients in the reaction fronts, spatially very localized. Furthermore, simulations on realistic 3D geometries are mandatory in order to describe correctly this type of phenomenon. The main goal of this article is to obtain, for the first time, 3D simulations on realistic geometries and to show that the simulation results are consistent with those obtain in experimental studies or observed on MRI images in stroke patients.For this purpose, we introduce a new resolution strategy based mainly on time operator splitting that takes into account complex geometry coupled with a well-conceived parallelization strategy for shared memory architectures. We consider then a high order implicit time integration for the reaction and an explicit one for the diffusion term in order to build a time operator splitting scheme that exploits efficiently the special features of each problem. Thus, we aim at solving complete and realistic models including all time and space scales with conventional computing resources, that is on a reasonably powerful workstation. Consequently and as expected, 2D and also fully 3D numerical simulations of ischemic strokes for a realistic brain geometry, are conducted for the first time and shown to reproduce the dynamics observed on MRI images in stroke patients. Beyond this major step, in order to improve accuracy and computational efficiency of the simulations, we indicate how the present numerical strategy can be coupled with spatial adaptive multiresolution schemes. Preliminary results in the framework of simple geometries allow to assess the proposed strategy for further developments.     

Weak order in averaging principle for stochastic wave equation with a fast oscillation

This article deals with the weak error in averaging principle for a stochastic wave equation on a bounded interval $[0,L]$, perturbed by an oscillating term arising as the solution of a stochastic reaction–diffusion equation evolving on the fast time scale. Under suitable conditions, it is proved that the rate of weak convergence of the original solution to the solution of the corresponding averaged equation is of order $1$ via an asymptotic expansion approach.     

Mechanical quadrature methods and their splitting extrapolations for boundary integral equations of first kind on open arcs

This paper presents the mechanical quadrature methods (MQMs) for solving boundary integral equations (BIEs) of the first kind on open arcs. The spectral condition number of MQMs is only O(h⁻¹), where h is the maximal mesh width. The errors of MQMs have multivariate asymptotic expansions, accompanied with for all mesh widths h_i. Hence, once discrete equations with coarse meshes are solved in parallel, the accuracy order of numerical approximations can be greatly improved by splitting extrapolation algorithms (SEAs). Moreover, a posteriori asymptotic error estimates are derived, which can be used to formulate self-adaptive algorithms. Numerical examples are also provided to support our algorithms and analysis. Furthermore, compared with the existing algorithms, such as Galerkin and collocation methods, the accuracy order of the MQMs is higher, and the discrete matrix entries are explicit, to prove that the MQMs in this paper are more promising and beneficial to practical applications.     

Lack of dissipativity is not symplecticness

We show that, when numerically integrating Hamiltonian problems, nondissipative numerical methods do not in general share the advantages possessed by symplectic integrators. Here a numerical method is called nondissipative if, when applied with a small stepsize to the test equationdy/dt = iy, real, has amplification factors of unit modulus. We construct a fourth order, nondissipative, explicit Runge-Kutta-Nyström procedure with small error constants. Numerical experiments show that this scheme does not perform efficiently in the numerical integration of Hamiltonian problems.This research has been supported by project DGICYT PB92-254.     

Error estimates for the numerical approximation of time-dependent flow of Bingham fluid in cylindrical pipes by the regularization method

Summary The flow of a Bingham fluid in a cylindrical pipe can give rise to free boundary problems. The fluid behaves like a viscous fluid if the shear stress, expressed as a linear function of the shear rate, exceeds a yield value, and like a rigid body otherwise. The surfaces dividing fluid and rigid zones are the free boundaries. Therefore the solution for such highly nonlinear problems can in general only be obtained by numerical methods. Considerable progress has been made in the development of numerical algorithms for Bingham fluids [2,20,27,29,30,32]. However, very little research can be found in the literature regarding the rate of convergence of the numerical solution to the true continuous solution, that is the error estimate of these numerical methods. Error estimates are a critically important issue because they tells us how to control the error by appropriately choosing the grid sizes and other related parameters. This paper concerns the error estimates of a unsteady Bingham fluid modeled as a variational inequality due to Duvaut-Lions [16] and Glowinski [30]. The difficulty both in the analytical and numerical treatment of the mathematical model is due to the fact that it contains a nondifferentiable term. A common technique, called the regularization method, is to replace the non-differentiable term by a perturbed differentiable term which depends on a small regularization parameter . The regularization method effectively reduces the variational inequality to an equation (a regularized problem) which is much easier to cope with. This paper has achieved the following. (1) Error estimates are derived for a continuous time Galerkin method in suitable norms. (2) We give an estimate of the difference between the true solution and the regularized solution in terms of . (3) Some regularity properties for both regularized solution and the true solution are proved. (4) The error estimates for full discretization of the regularized problem using piecewise linear finite elements in space, and backward differencing in time are established for the first time by coupling the regularization parameter and the discretization parameters h and t. (5) We are able to improve our estimates in the one-dimensional case or under stronger regularity assumptions on the true solution. The estimates for the one-dimensional case are optimal and confirmed by numerical experiment. The estimates from (4) and (5) provide very important information on the measure of the error and give us a powerful mechanism to properly choose the parameters h, t and in order to control the error (see Corollary 4.4). The above estimates extend the error bounds derived in Glowinski, Lions and Trémolières [32] (chapter 5, pp. 348–404) for the stationary Bingham fluid to the time-dependent one, which is the main contribution of this paper. Mathematics Subject Classification (2000):35k85, 65M15, 65M60, 76A05, 76M10I wish to thank my thesis advisor, Professor Todd Dupont, for his motivation and help on the writing of this paper during my Ph.D study at the University of Chicago. I also want to thank my postdoctoral advisor, Professor James Glimm, for his assistance with improvements to this paper.     

Convergence analysis of the local defect correction method for diffusion equations

Summary. This paper is concerned with the convergence analysis of the local defect correction (LDC) method for diffusion equations. We derive a general expression for the iteration matrix of the method. We consider the model problem of Poisson's equation on the unit square and use standard five-point finite difference discretizations on uniform grids. It is shown via both an upper bound for the norm of the iteration matrix and numerical experiments, that the rate of convergence of the LDC method is proportional to H ² with H the grid size of the global coarse grid. Mathematics Subject Classification (2000):65N22, 65N50     

Componentwise error analysis for FFTs with applications to fast Helmholtz solvers

We analyze the stability of the Cooley-Tukey algorithm for the Fast Fourier Transform of ordern=2 ^k and of its inverse by using componentwise error analysis.We prove that the components of the roundoff errors are linearly related to the result in exact arithmetic. We describe the structure of the error matrix and we give optimal bounds for the total error in infinity norm and inL ₂ norm.The theoretical upper bounds are based on a worst case analysis where all the rounding errors work in the same direction. We show by means of a statistical error analysis that in realistic cases the max-norm error grows asymptotically like the logarithm of the sequence length by machine precision.Finally, we use the previous results for introducing tight upper bounds on the algorithmic error for some of the classical fast Helmholtz equation solvers based on the Faster Fourier Transform and for some algorithms used in the study of turbulence.     

A finite element–finite volume discretization of convection‐diffusion‐reaction equations with nonhomogeneous mixedboundary conditions: Error estimates

We consider a time‐dependent and a steady linear convection‐diffusion‐reaction equation whose coefficients are nonconstant. Boundary conditions are mixed (Dirichlet and Robin–Neumann) and nonhomogeneous. Both the unsteady and the steady problem are approximately solved by a combined finite element–finite volume method: the diffusion term is discretized by Crouzeix–Raviart piecewise linear finite elements on a triangular grid, and the convection term by upwind barycentric finite volumes. In the unsteady case, the implicit Euler method is used as time discretization. The ‐ and the ‐error in the unsteady case and the H¹‐error in the steady one are estimated against the data, in such a way that no parameter enters exponentially into the constants involved. © 2016Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1591–1621, 2016     

Nonconforming finite element methods with subgrid viscosity applied to advection‐diffusion‐reaction equations

A nonconforming (Crouzeix–Raviart) finite element method with subgrid viscosity is analyzed to approximate advection‐diffusion‐reaction equations. The error estimates are quasi‐optimal in the sense that keeping the Péclet number fixed, the estimates are suboptimal of order in the mesh size for the L²‐norm and optimal for the advective derivative on quasi‐uniform meshes. The method is also reformulated as a finite volume box scheme providing a reconstruction formula for the diffusive flux with local conservation properties. Numerical results are presented to illustrate the error analysis. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Guaranteed and robust discontinuous Galerkin a posteriori error estimates for convection-diffusion-reaction problems

We propose and study a posteriori error estimates for convection-diffusion-reaction problems with inhomogeneous and anisotropic diffusion approximated by weighted interior-penalty discontinuous Galerkin methods. Our twofold objective is to derive estimates without undetermined constants and to analyze carefully the robustness of the estimates in singularly perturbed regimes due to dominant convection or reaction. We first derive locally computable estimates for the error measured in the energy (semi)norm. These estimates are evaluated using -conforming diffusive and convective flux reconstructions, thereby extending the previous work on pure diffusion problems. The resulting estimates are semi-robust in the sense that local lower error bounds can be derived using suitable cutoff functions of the local Péclet and Damköhler numbers. Fully robust estimates are obtained for the error measured in an augmented norm consisting of the energy (semi)norm, a dual norm of the skew-symmetric part of the differential operator, and a suitable contribution of the interelement jumps of the discrete solution. Numerical experiments are presented to illustrate the theoretical results.